Search Results - subject:"Fourier-Transformation"

Variance Gamma process in the option pricing model

Drahokoupil, Jakub - 2021

Persistent link: https://www.econbiz.de/10012493120

Characterization of shale formation of abandoned petroleum wells and treatment using acid simulation technique

Abdou, Saleh Mahmoud; Ali, Nabila Amin; Balboul, … - In: Technology audit and production reserves 2 (2021) 3/58, pp. 20-24

Persistent link: https://www.econbiz.de/10013163932

Semi-analytische und simulative Kreditrisikomessung synthetischer Collateralized Debt Obligations bei heterogenen Referenzportfolios ; Unternehmenswertorientierte Modellentwicklung und transaktionsbezogene Modellanwendungen ; Semi-Analytical and Simulative Credit Risk Measurement of Synthetic Collateralized Debt Obligations with Heterogeneous Reference Portfolios ; A Modified Asset-Value Model and ...

Jortzik, Stephan - 2013

Persistent link: https://www.econbiz.de/10010353253

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - In: Journal of econometrics 223 (2021) 1, pp. 125-160

Persistent link: https://www.econbiz.de/10012619963

A fast algorithm for the computation of HAC covariance matrix estimators

Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics 5 (2017) 1, pp. 1-16

This paper considers the algorithmic implementation of the heteroskedasticity and autocorrelation consistent (HAC) estimation problem for covariance matrices of parameter estimators. We introduce a new algorithm, mainly based on the fast Fourier transform, and show via computer simulation that...

Persistent link: https://www.econbiz.de/10011755358

Inference without smoothing for large panels with cross-sectional and temporal dependence

Hidalgo, Javier; Schafgans, Marcia M. A. - 2017

Persistent link: https://www.econbiz.de/10011889214

A fast algorithm for the computation of HAC covariance matrix estimators

Heberle, Jochen; Sattarhoff, Cristina - In: Econometrics : open access journal 5 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011653828

Fourier-Malliavin volatility estimation : theory and practice

Mancino, Maria Elvira; Recchioni, Maria Cristina; … - 2017

Persistent link: https://www.econbiz.de/10011638985

The discrete Fourier transformation for seasonality and anomaly detection of an application to rare data

Collins Jackson, Aryana; Lacey, Seán - In: Data Technologies and Applications 54 (2020) 2, pp. 121-132

Purpose The discrete Fourier transformation (DFT) has been proven to be a successful method for determining whether a …

Persistent link: https://www.econbiz.de/10014712796

Contour-as-face framework: a method to preserve privacy and perception

Zhou, Yinghui; Lu, Shasha; Ding, Min - In: Journal of marketing research 57 (2020) 4, pp. 617-639

Persistent link: https://www.econbiz.de/10012271756